For family offices · funds · risk teams

Cross-asset risk research,
built for institutional evaluation.

Sentealpha is a compound risk engine for cryptocurrency exposures. Eight cross-asset chains feed one auditable score. DSR, PBO, walk-forward, and full signal lineage published live. Built for risk officers, family-office allocators, and trading desks who need crypto risk infrastructure that meets institutional evaluation standards.

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The methodology in one page

How Sentealpha works.

The case. Institutional crypto allocation is rising — spot BTC ETFs cross tens of billions in AUM, family offices allocate 1–5% to BTC by default, sovereign treasuries hold non-trivial positions. The risk machinery (the equivalent of credit-spread monitoring, sovereign-CDS curves, energy-stress dashboards) hasn't caught up. Sentealpha closes that gap.

What's in the engine. Twenty-three independent ingestion modules pull from public APIs (FRED, EIA, ENTSO-E, OFAC, GDELT, SEC EDGAR, AIS vessel feeds, Coinglass) at 15-minute cadence — ~558 signals across crypto markets, on-chain, derivatives, macro, equities, sanctions, energy, geopolitics, sovereign credit, and expert transcripts. Eight compound chain templates stitch 3–5 independent layers (e.g., the canonical chain runs geopolitics → sanctions → energy → leverage; the AI-energy chain runs hyperscaler capex → grid stress → energy → mining concentration). Each chain only fires when residual cross-correlation between layers stays under 0.3 — independent layers, not echo chambers.

What's audited. The engine outputs one score 0–100 with regime overlay and conviction band. Every emission ships a backtest certificate (DSR Bailey–López de Prado, PBO via CSCV k=16, walk-forward 70/30 IS/OOS) and per-variable lineage tracing the score back to each contributing signal. A four-sentence narrative drafted by Claude Opus 4.7 explains the move in plain English.

What's not yet. Pre-revenue. SOC 2 Type II audit targeted Q4 2026 conditional on first institutional pilot signing — the cost is gated to revenue. Free 90-day pilot for the first 10 institutional design partners (60% × 12 months grandfather rate locked at signing; $5,752 vs $9,588 at standard $799 / month). Past performance does not predict future returns.

What we do, in one example

February 2022: a chain reaction, traced.

Russia invades Ukraine on Feb 24, 2022. The compound chain fires on the same day with all four layers triggered — geopolitics (GDELT) through sanctions (OFAC) through energy stress (WTI + natural gas) through crypto leverage (BTC perp funding + open- interest unwind). Below is the engine's actual emission for this event, layer by layer, with the data that fed it.

Engine emission · backtested · /v1/events/historical

Compound chain cascade (mobile vertical view)L1Geopolitics0.85L2Sanctions0.72L3Energy0.78L4Crypto leverage0.54BTC0.42
L10.85

Geopolitics

M9_GDELT · Goldstein scale + event-volume on Russia-Ukraine

Goldstein -8.4 at invasion event (event_root 190 · militarized interstate dispute); GDELT event volume 1240 vs 550 trigger threshold.

Layer stress 0.85 · CI [0.80, 0.90] · triggered

L20.72

Sanctions

M10_SANCTIONS · OFAC RUSSIA-EO14024 program activations

87 new OFAC SDN designations on D+1 of the program; sanctions impact score 0.28 vs trigger threshold 0.18.

Layer stress 0.72 · CI [0.67, 0.77] · triggered

L30.78

Energy stress

M11_ENERGY · WTI + natural-gas z-score against 180-day composite

WTI z = +2.81σ, natural gas z = +3.04σ as energy markets repriced embargo risk. WTI +8.5% on D+1.

Layer stress 0.78 · CI [0.73, 0.83] · triggered

L40.54

Crypto leverage

M3_DERIVATIVES · BTC perp funding-rate + open-interest unwind

BTC perpetual funding rate 3.4% (annualized basis); open-interest unwind 18% in the post-invasion window — short-term liquidity dry-up.

Layer stress 0.54 · CI [0.49, 0.59] · triggered

Compound chain outcome

Chain score on Feb 24, 2022: 0.42 / 1.00 · reliable

BTC dropped -13.6% over the following 7 days ($38K → $34K). Bootstrap 95% CI at chain firing was [0.33, 0.51] with max|ρ_log_residuals| = 0.21 (passes the < 0.30 independence gate). Past performance does not predict future returns; we publish the reconstruction so the methodology is checkable, not because we traded it.

See all 5 historical reconstructions → /events/historical

Built for due diligence

Security & privacy.

Cross-asset risk research is only useful if the system holding it can be trusted. Edge-gated access, append-only audit, role-based authorization, and signature-verified cross-zone calls — every layer independent and individually auditable. Full architecture available to evaluators on access approval.

Edge access

Cloudflare Access gateway
Every authenticated route sits behind Cloudflare Access. Per-user one-time-passcode authentication establishes a 24-hour session; revocation propagates in seconds. The origin host is never reachable from the public internet — outbound tunnel only, no port-forward.
  • Per-user OTP · 24h session · sub-5s revocation
  • Origin host IP never publicly reachable

Authorization

Role-based access control
Five roles — visitor, free, pro, institutional, admin — checked against a default-deny capability matrix on every gated endpoint. Sensitive operations (audit export, GDPR erasure, key rotation) require a fresh time-based one-time password on top of the standard session, and are logged twice (attempt and completion).
  • Forty actions enumerated · default-deny on missing pair
  • Per-tier rate limits prevent runaway use

Audit trail

Append-only usage log
Every authorization check, every gated request, every administrative action writes to an append-only audit log. The store is partitioned by month for query performance; entries cannot be modified after write — even by the operator. Retention is at least 90 days; longer on contractual request.
  • Per-event request ID + hashed IP + hashed payload (no raw PII)
  • Append-only enforced at the database role level

Defense in depth

Multiple independent safety nets
Edge controls, transport controls, and runtime controls are independent and individually auditable. A failure in any single layer does not compromise the others. Every server-rendered page carries a per-request content-security-policy nonce; every cross-zone token is signature-verified before any backend call resolves.
  • RS256 signature verification on every authenticated request
  • Cloudflare WAF Managed Ruleset (caught 3× CVE-2025-55182 React RCE)

Data Processing Agreement, incident response runbook, and quarterly disaster-recovery drill summary available to institutional buyers on evaluation call.

Pricing

$799 / month flat · founding-10 offer.

Month-to-month default. Annual plans available. Free 90-day pilot for design partners.

Institutional

$799/ month flat
For family offices, funds, and trading desks who need institutional-grade research infrastructure for crypto exposures.
  • · All 8 active compound chains live
  • · Backtest certificate (DSR · PBO · walk-forward · drawdown)
  • · 5 historical reconstructions (Volcker · Lehman · COVID · Russia · China)
  • · Strategy upload in Backtest Lab (Python sandbox)
  • · API 10,000 req / day · SLA · webhooks (roadmap)
  • · Multi-seat licensing (team workspaces)
  • · Priority support + custom onboarding
  • · Custom signal coverage on request

Founding-10 offer

First 10 institutional design partners get 60% off for 12 months on annual plan, locked at signing — $479 / month equivalent ($5,752 vs $9,588 at standard rate). Pilot terms: free 90-day evaluation with two demo calls per month + written feedback + testimonial; convert at the founding rate after the pilot. The grandfather rate stays for the full 12-month term.

How to evaluate

Procurement checklist.

We've made this easy for risk + IT + compliance to do their job in parallel. Five steps, ~30 minutes total.

  1. 01
    Read this page. The methodology summary above + Russia 2022 chain walkthrough cover the engine; security + privacy section covers the system; pricing covers the contract.
  2. 02
    Trial the public endpoints. Seven of eleven API endpoints are public and unauthenticated. Hit /v1/openapi.json for the live OpenAPI spec; hit /v1/events/historical for the 5 historical reconstructions in JSON. No key required.
  3. 03
    30-minute evaluation call. Email [email protected] with your institution + role + 2–3 dates. We respond within 24h. Expect: methodology Q&A, live engine demo, sample chain narrative walkthrough.
  4. 04
    Receive evaluation pack. After the call: full SECURITY_ARCHITECTURE.md (12 sub-domains, 99 locked decisions) · sample chain reports (4 of the 5 historical events not shown on apex) · DPA draft · methodology paper · pilot terms.
  5. 05
    90-day pilot kickoff. If continuing: free 90-day Pro access + two demo calls per month + written feedback. Convert at the founding-10 rate after the pilot, locked for 12 months.

Talk to us.

Currently invitation-only. Email with your institution, role, and 2–3 dates. We respond within 24h.

[email protected]Read /security in detail →

Research, not advice · DPA / SLA / data residency on request.